Regularized PQL for Joint Selection in GLMMs

Performs joint selection in Generalized Linear Mixed Models (GLMMs) using penalized likelihood methods. Specifically, the Penalized Quasi-Likelihood (PQL) is used as a loss function, and penalties are then augmented to perform simultaneous fixed and random effects selection. Regularized PQL avoids the need for integration (or approximations such as the Laplace's method) during the estimation process, and so the full solution path for model selection can be constructed relatively quickly.


Reference manual

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install.packages("rpql")

0.8.4 by Francis K.C. Hui, a month ago


Browse source code at https://github.com/cran/rpql


Authors: Francis K.C. Hui [aut, cre]


Documentation:   PDF Manual  


GPL-3 license


Imports lme4, Matrix, MASS, mvtnorm, Rcpp

Suggests nlme

Linking to Rcpp, RcppArmadillo


See at CRAN